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Two-Scale Gradient Descent Ascent Dynamics Finds Mixed Nash Equilibria of Continuous Games: A Mean-Field Perspective

ICML 2023 · Optimization › Nonconvex and smooth optimization · approach: Equilibrium learning in zero-sum games · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
two-scale (finite scale ratio eta) Mean-Field GDA in fast ascent regime with eta set to 2*lambda_LS*kappa^2*Diam(Y)^2/gammaMean-Field GDA for entropy-regularized two-player zero-sum game · entropy-regularized objective E_tau (fixed temperature)exponential convergence rate of Lyapunov function LHelped
two-scale Mean-Field GDA in fast descent regime (finite small eta) versus quasi-static eta=0 or infinity limitsMean-Field GDA · entropy-regularized objective E_tau (fixed temperature)convergence guaranteeHelped
annealing temperature tau_t = xi/log t with eta_t scaled as M t^{xi*/xi}/(log t)^2 (fast ascent)annealed Mean-Field GDA · unregularized objective E_0, Nikaido-Isoda errorNI(mu_t, nu_t) upper boundHelped

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